jmelo11/quantsupport

Quantitative finance library in Rust for derivatives pricing, curve bootstrapping, risk factor simulations, and XVA, all with AD support.

1 best points · 0 comments · 1 Hacker News post · 28 GitHub stars · View on GitHub

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• Show HN: QuantSupport, a Rust-based quant library (1 points, 0 comments, by jmelo11, 2026-09-15)